For Financial Professionals in the US

AAA CLO ETF Holdings

Full Portfolio Holdings

(As of 01/18/2022)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight %
Voya CLO 2014-1 (previously ING IM CLO 2014-1) A1AR2 1.11225% 18-APR-2031, 1.12%, 04/18/31 INGIM 92915PAH8 - - 12,992,763 $12,993,636 $12,993,636 3.13
Dryden 53 CLO A 1.24375% 15-JAN-2031, 1.24%, 01/15/31 DRSLF 26243EAA9 - - 12,252,000 $12,253,232 $12,253,232 2.96
Sound Point CLO XIX A 1.12375% 15-APR-2031, 1.24%, 04/15/31 SNDPT 83610JAA4 - - 11,500,000 $11,501,777 $11,501,777 2.78
Magnetite XXIX A 1.11375% 15-JAN-2034, 1.11%, 01/15/34 MAGNE 55955KAA2 - - 10,500,000 $10,502,097 $10,502,097 2.54
Voya CLO 2016-1 A1R 1.2015% 20-JAN-2031, 1.20%, 01/20/31 VOYA 92915CAQ7 - - 10,450,000 $10,465,091 $10,465,091 2.53
CIFC Funding 2017-III A1 1.3515% 20-JUL-2030, 1.35%, 07/20/30 CIFC 12548JAC6 - - 10,000,000 $10,033,562 $10,033,562 2.42
RAD CLO 14 A 1.381% 15-JAN-2035, 0.00%, 01/15/35 RAD 75009RAA1 - - 10,000,000 $10,028,490 $10,028,490 2.42
AB BSL CLO 1 Ltd|1.6|01/15/2035, 1.60%, 01/15/35 ABBSL 00038KAN1 - - 10,000,000 $10,000,000 $10,000,000 2.41
Ballyrock CLO 2019-1 A1R 1.15375% 15-JUL-2032, 1.16%, 07/15/32 BALLY 05875JAJ8 - - 9,000,000 $8,998,447 $8,998,447 2.16
TICP CLO XII AR 1.29375% 15-JUL-2034, 1.41%, 07/15/34 TICP 87250FAL4 - - 8,580,000 $8,590,564 $8,590,564 2.07
CBAM 2020-13 B1 1.9315% 20-JAN-2034, 1.93%, 01/20/34 CBAM 12511AAC8 - - 7,500,000 $7,559,253 $7,559,253 1.82
CBAM 2018-8 A1 1.2515% 20-OCT-2029, 1.25%, 10/20/29 CBAM 12478CAA9 - - 7,300,000 $7,322,674 $7,322,674 1.76
Dryden 41 Senior Loan Fund|1.09375|04/15/2031, 1.09%, 04/15/31 DRSLF 26244KAN6 - - 7,050,000 $7,059,697 $7,059,697 1.70
KKR CLO 24 A1R 1.2115% 20-APR-2032, 1.21%, 04/20/32 KKR 48252RAL8 - - 6,670,000 $6,697,850 $6,697,850 1.61
Anchorage Capital CLO 4-R A 1.18588% 28-JAN-2031, 1.19%, 01/28/31 ANCHC 03328LAA0 - - 6,500,000 $6,518,903 $6,518,903 1.57
Magnetite XXVI A1R 1.236% 15-JUL-2034, 1.21%, 07/25/34 MAGNE 55954YAJ4 - - 6,000,000 $6,028,210 $6,028,210 1.45
Octagon Loan Funding Ltd|1.34|11/18/2031, 1.34%, 11/18/31 OCTLF 67590RAY1 - - 6,000,000 $6,014,657 $6,014,657 1.45
PPM CLO 2018-1 A 1.27375% 15-JUL-2031, 1.39%, 07/15/31 PPMC 69355DAA5 - - 6,000,000 $6,005,002 $6,005,002 1.44
Allegro CLO VIII A 1.22375% 15-JUL-2031, 1.23%, 07/15/31 ALLEG 01750LAA1 - - 6,000,000 $6,000,859 $6,000,859 1.44
Octagon Investment Partners XVII A1R2 1.12388% 25-JAN-2031, 1.12%, 01/25/31 OCT17 67590GBG3 - - 5,900,000 $5,916,248 $5,916,248 1.42
CBAM 2018-5 A 1.14225% 17-APR-2031, 1.14%, 04/17/31 CBAM 12481QAC9 - - 5,900,000 $5,900,398 $5,900,398 1.42
Assurant CLO II Ltd. 1.1715% 20-APR-2031, 1.17%, 04/20/31 MORGN 04623TAA3 - - 5,800,000 $5,817,222 $5,817,222 1.40
Voya CLO 2018-1 Ltd|1.08388|04/19/2031, 1.08%, 04/19/31 VOYA 92917AAA4 - - 5,566,000 $5,581,412 $5,581,412 1.34
AGL Core CLO 4 A1R 1.2015% 20-APR-2033, 1.20%, 04/20/33 AGL 001199AG3 - - 5,500,000 $5,517,964 $5,517,964 1.33
Octagon Investment Partners XXIV BS 2.0295% 21-APR-2031, 2.03%, 04/21/31 OCT24 67573ABW2 - - 5,000,000 $5,025,589 $5,025,589 1.21
Kayne CLO 10 A 1.29388% 23-APR-2034, 1.34%, 04/23/34 KAYNE 48662LAA9 - - 5,000,000 $5,021,058 $5,021,058 1.21
Palmer Square CLO 2018-2 A1A 1.22225% 16-JUL-2031, 1.34%, 07/16/31 PLMRS 69688MAA3 - - 5,000,000 $5,009,421 $5,009,421 1.20
KKR CLO 12 BR2 1.82375% 15-OCT-2030, 1.82%, 10/15/30 KKR 48250RBN5 - - 5,000,000 $5,003,298 $5,003,298 1.20
Sound Point CLO IV-R A 1.27225% 18-APR-2031, 1.28%, 04/18/31 SNDPT 83609YAC0 - - 5,000,000 $5,001,423 $5,001,423 1.20
Dryden 64 CLO Ltd|1.09225|04/18/2031, 1.09%, 04/18/31 DRSLF 26251LAC8 - - 5,000,000 $5,000,167 $5,000,167 1.20
Elmwood CLO X Ltd|1.68953|10/20/2034, 1.69%, 10/20/34 ELM10 29002VAC2 - - 5,000,000 $4,991,500 $4,991,500 1.20
Madison Park Funding XX A2R 1.4345% 27-JUL-2030, 1.43%, 07/27/30 MDPK 55819TAQ4 - - 4,750,000 $4,765,946 $4,765,946 1.15
GoldenTree Loan Management US CLO 10 A 1.2315% 20-JUL-2034, 1.23%, 07/20/34 GLM 38138TAC5 - - 4,500,000 $4,514,004 $4,514,004 1.09
Neuberger Berman Loan Advisers CLO 40 A 1.18225% 16-APR-2033, 1.18%, 04/16/33 NEUB 64134JAA1 - - 4,500,000 $4,504,930 $4,504,930 1.08
Neuberger Berman Loan Advisers CLO 33 BR 1.72225% 16-OCT-2033, 0.00%, 10/16/33 NEUB 64132TAL7 - - 4,475,000 $4,477,340 $4,477,340 1.08
Voya CLO 2014-2 A1RR 1.14225% 17-APR-2030, 1.14%, 04/17/30 VOYA 92912VAY1 - - 4,376,418 $4,376,810 $4,376,810 1.05
Apidos CLO XX|1.22225|07/16/2031, 1.22%, 07/16/31 APID 03765LAP7 - - 4,205,000 $4,206,580 $4,206,580 1.01
Carlyle U.S. CLO 2017-5 A1B 1.3815% 20-JAN-2030, 1.38%, 01/20/30 CGMS 14316AAC1 - - 4,074,000 $4,070,053 $4,070,053 0.98
Elmwood CLO X A 1.15711% 20-OCT-2034, 1.13%, 10/20/34 ELM10 29002VAA6 - - 4,000,000 $4,021,389 $4,021,389 0.97
Sound Point CLO VI-R A 1.3815% 20-OCT-2031, 1.38%, 10/20/31 SNDPT 83613WAA2 - - 4,000,000 $4,014,044 $4,014,044 0.97
Galaxy XX CLO AR 1.1315% 20-APR-2031, 1.13%, 04/20/31 GALXY 36320MAL2 - - 4,000,000 $4,011,465 $4,011,465 0.96
GoldenTree Loan Management US CLO 11 A 1.328% 20-OCT-2034, 1.25%, 10/20/34 GLM 38138KAC4 - - 4,000,000 $4,010,874 $4,010,874 0.96
Octagon 56 A 1.28208% 15-OCT-2034, 0.00%, 10/15/34 OCT56 67577EAA9 - - 4,000,000 $4,000,652 $4,000,652 0.96
Recette CLO ARR 1.2115% 20-APR-2034, 1.21%, 04/20/34 RCTTE 75620TAW8 - - 4,000,000 $3,997,045 $3,997,045 0.96
HPS Loan Management 14-2019 A1R 1.14388% 25-JAN-2034, 1.14%, 01/25/34 HLM 40437WAQ1 - - 3,950,000 $3,948,604 $3,948,604 0.95
Shackleton 2019-XIV CLO A1R 1.3315% 20-JUL-2034, 1.33%, 07/20/34 SHACK 81880XAL6 - - 3,825,000 $3,840,735 $3,840,735 0.92
AB BSL CLO 1 A1A 1.62375% 15-JAN-2033, 1.62%, 01/15/33 ABBSL 00038KAA9 - - 3,780,000 $3,780,170 $3,780,170 0.91
Venture 32 CLO A1 1.22225% 18-JUL-2031, 1.34%, 07/18/31 VENTR 92325QAA5 - - 3,766,000 $3,766,796 $3,766,796 0.91
Wind River 2013-2 CLO AR2 1.12225% 18-OCT-2030, 1.12%, 10/18/30 WINDR 97314CAA8 - - 3,750,000 $3,750,394 $3,750,394 0.90
BlueMountain Fuji U.S. CLO III A2 1.27375% 15-JAN-2030, 1.27%, 01/15/30 BLUEM 09628FAC3 - - 3,500,000 $3,490,435 $3,490,435 0.84
OCP CLO 2015-10 BR2 1.88238% 26-JAN-2034, 1.78%, 01/26/34 OCP 67092DAV1 - - 3,250,000 $3,249,805 $3,249,805 0.78
Canyon Capital CLO 2014-1 A1BR 1.30163% 30-JAN-2031, 1.30%, 01/30/31 CANYC 13875LAY4 - - 3,010,000 $3,016,087 $3,016,087 0.73
Madison Park Funding XXVI (previously Madison Park Funding IV) AR 1.32863% 29-JUL-2047, 1.33%, 07/29/30 MDPK 55819YAA8 - - 3,000,000 $3,012,088 $3,012,088 0.72
Deer Creek CLO 2017-1 A 1.3115% 20-OCT-2030, 1.31%, 10/20/30 DCRK 24380LAC7 - - 3,000,000 $3,010,006 $3,010,006 0.72
KKR CLO 22 A 1.2815% 20-JUL-2031, 1.28%, 07/20/31 KKR 48252WAA1 - - 3,000,000 $3,009,739 $3,009,739 0.72
Benefit Street Partners CLO VIII A1AR 1.2315% 20-JAN-2031, 1.23%, 01/20/31 BSP 08180XAN2 - - 3,000,000 $3,009,360 $3,009,360 0.72
HPS LOAN MANAGEMENT 7-2015 (previously Highbridge Loan Management 7-2015) A2R 1.056% 15-MAR-2027, 1.06%, 03/15/27 HLM 40437RAC3 - - 3,000,000 $3,005,900 $3,005,900 0.72
Dryden 85 CLO AR 1.27375% 15-OCT-2035, 1.27%, 10/15/35 DRSLF 26246BAL8 - - 3,000,000 $3,002,185 $3,002,185 0.72
Marble Point CLO XI A 1.30225% 18-DEC-2030, 1.31%, 12/18/30 MP11 56607FAA3 - - 3,000,000 $3,001,834 $3,001,834 0.72
Fillmore Park CLO A2 1.46375% 15-JUL-2030, 1.58%, 07/15/30 FILPK 31722PAC0 - - 3,000,000 $3,000,780 $3,000,780 0.72
Oaktree CLO 2019-2 A1AR 1.24375% 15-APR-2031, 1.25%, 04/15/31 OAKCL 67401UAN7 - - 3,000,000 $3,000,460 $3,000,460 0.72
Dryden 37 Senior Loan Fund AR 1.22375% 15-JAN-2031, 1.22%, 01/15/31 DRSLF 26249MAN7 - - 3,000,000 $3,000,135 $3,000,135 0.72
Venture 31 CLO A2 1.2815% 20-APR-2031, 1.28%, 04/20/31 VENTR 92331VAC2 - - 2,800,000 $2,807,832 $2,807,832 0.68
Magnetite XV CR 1.92388% 25-JUL-2031, 1.92%, 07/25/31 MAGNE 55953MAU6 - - 2,700,000 $2,712,636 $2,712,636 0.65
Symphony CLO XXII A1A 1.41225% 18-APR-2033, 1.41%, 04/18/33 SYMP 87167GAA8 - - 2,650,000 $2,652,017 $2,652,017 0.64
CIFC Funding 2018-III A 1.22225% 18-JUL-2031, 1.22%, 07/18/31 CIFC 12551YAA1 - - 2,500,000 $2,500,115 $2,500,115 0.60
Wind River 2017-1 CLO ARR 1.18225% 18-APR-2036, 1.18%, 04/18/36 WINDR 97315TAC6 - - 2,500,000 $2,495,433 $2,495,433 0.60
MP CLO III (previously ACAS CLO 2013-1) AR 1.3815% 20-OCT-2030, 1.38%, 10/20/30 MP3 553205AC9 - - 2,250,000 $2,257,875 $2,257,875 0.54
Signal Peak CLO 8 C 2.1315% 20-APR-2033, 2.13%, 04/20/33 SPEAK 56845NAE0 - - 2,000,000 $2,010,774 $2,010,774 0.48
Generate CLO 2 AR 1.27825% 22-JAN-2031, 1.28%, 01/22/31 YCLO 98625TAJ4 - - 2,000,000 $2,008,506 $2,008,506 0.48
CIFC Funding 2015-I ARR 1.23825% 22-JAN-2031, 1.25%, 01/22/31 CIFC 12548MBF1 - - 2,000,000 $2,007,942 $2,007,942 0.48
Apidos CLO XXIX A1B 1.42388% 25-JUL-2030, 1.43%, 07/25/30 APID 03767MAE8 - - 2,000,000 $2,006,858 $2,006,858 0.48
Greywolf CLO VII A1 1.3115% 20-OCT-2031, 1.31%, 10/20/31 GWOLF 39809AAA6 - - 2,000,000 $2,006,664 $2,006,664 0.48
Rockford Tower CLO 2018-1 A 1.25963% 20-MAY-2031, 1.26%, 05/20/31 ROCKT 77342JAA1 - - 2,000,000 $2,006,143 $2,006,143 0.48
Madison Park Funding XLIII (formerly Atrium XIV) A2A 1.57638% 23-AUG-2030, 1.57%, 08/23/30 ATRM 04965LAE8 - - 2,000,000 $2,000,127 $2,000,127 0.48
GoldenTree Loan Management US CLO 1 A1R2 1.1515% 20-APR-2034, 1.15%, 04/20/34 GLM 38136FBG7 - - 2,000,000 $1,997,109 $1,997,109 0.48
Octagon Investment Partners 34 A2 1.3815% 20-JAN-2030, 1.38%, 01/20/30 OCT34 675922AC2 - - 2,000,000 $1,995,704 $1,995,704 0.48
Wind River 2021-2 CLO C 2.0815% 20-JUL-2034, 2.08%, 07/20/34 WINDR 97315VAG2 - - 2,000,000 $1,995,507 $1,995,507 0.48
Voya CLO 2013-3 (previously ING IM CLO 2013-3) A1RR 1.27225% 18-OCT-2031, 1.28%, 10/18/31 INGIM 92916XAJ6 - - 1,993,114 $1,991,989 $1,991,989 0.48
Venture XVIII CLO AR 1.34375% 15-OCT-2029, 1.35%, 10/15/29 VENTR 92329FAP2 - - 1,950,000 $1,950,291 $1,950,291 0.47
CIFC Funding 2013-III-R A1 1.10388% 24-APR-2031, 1.10%, 04/24/31 CIFC 12552MAC2 - - 1,800,000 $1,804,772 $1,804,772 0.43
Magnetite XVII AR 1.2315% 20-JUL-2031, 1.23%, 07/20/31 MAGNE 55954EAQ2 - - 1,650,000 $1,655,094 $1,655,094 0.40
Pikes Peak CLO 1 A 1.30388% 24-JUL-2031, 1.30%, 07/24/31 PIPK 721327AA2 - - 1,500,000 $1,504,731 $1,504,731 0.36
Galaxy XXVII CLO A 1.175% 16-MAY-2031, 1.14%, 05/16/31 GALXY 36320UAC4 - - 1,500,000 $1,503,182 $1,503,182 0.36
CIFC Funding 2019-VI Ltd|2.82225|01/16/2033, 2.82%, 01/16/33 CIFC 12555XAG6 - - 1,500,000 $1,502,030 $1,502,030 0.36
Apex Credit CLO 2021 AN 1.35084% 18-JUL-2034, 1.35%, 07/18/34 APEXC 03754CAA3 - - 1,476,000 $1,477,596 $1,477,596 0.36
OHA Credit Funding 5 A2A 1.57225% 18-APR-2033, 1.57%, 04/18/33 OAKC 67113GAE7 - - 1,350,000 $1,351,336 $1,351,336 0.32
KKR CLO 25 CR 2.42375% 15-JUL-2034, 2.54%, 07/15/34 KKR 48252UAL1 - - 1,300,000 $1,302,202 $1,302,202 0.31
AIMCO CLO Series 2017-A AR 1.1815% 20-APR-2034, 1.18%, 04/20/34 AIMCO 00900CAL8 - - 1,300,000 $1,299,691 $1,299,691 0.31
Benefit Street Partners CLO XXII B 1.6815% 20-JAN-2032, 1.68%, 01/20/32 BSP 08186UAE2 - - 1,250,000 $1,255,318 $1,255,318 0.30
OCP CLO 2014-5 A1R 1.20488% 26-APR-2031, 1.20%, 04/26/31 OCP 67102SAL8 - - 1,250,000 $1,253,644 $1,253,644 0.30
CIFC Funding 2018-II Ltd|1.17425|04/20/2031, 1.17%, 04/20/31 CIFC 17180WAA3 - - 1,250,000 $1,253,631 $1,253,631 0.30
Octagon Investment Partners 48 AR 1.30963% 20-OCT-2034, 0.00%, 10/20/34 OCT 67577UAJ4 - - 1,154,000 $1,153,999 $1,153,999 0.28
Wellfleet CLO 2016-2 A1R 1.2715% 20-OCT-2028, 1.27%, 10/20/28 WELF 94949LAL4 - - 1,040,179 $1,043,545 $1,043,545 0.25
Carlyle U.S. CLO 2016-4 BR 2.2315% 20-OCT-2027, 2.23%, 10/20/27 CGMS 143109AQ9 - - 1,000,000 $1,005,654 $1,005,654 0.24
Trinitas CLO VI ARR 1.43388% 25-JAN-2034, 1.43%, 01/25/34 TRNTS 89640YAU8 - - 1,000,000 $1,005,367 $1,005,367 0.24
OHA Credit Partners XIV C 1.9295% 17-OCT-2030, 1.93%, 01/21/30 OAKC 67706XAJ2 - - 1,000,000 $1,004,825 $1,004,825 0.24
KKR CLO 23 A1 1.2815% 20-OCT-2031, 1.28%, 10/20/31 KKR 48252YAA7 - - 1,000,000 $1,003,266 $1,003,266 0.24
Neuberger Berman Loan Advisers CLO 29 A1 1.25363% 19-OCT-2031, 1.26%, 10/19/31 NEUB 64130XAA4 - - 1,000,000 $1,003,236 $1,003,236 0.24
Dryden 57 CLO A 1.16438% 15-MAY-2031, 1.17%, 05/15/31 DRSLF 26243KAC1 - - 1,000,000 $1,002,118 $1,002,118 0.24
Galaxy XXVIII CLO A1 1.22375% 15-JUL-2031, 1.22%, 07/15/31 GALXY 36321JAC8 - - 1,000,000 $1,001,994 $1,001,994 0.24
AIG CLO 2021-1 A 1.22825% 22-APR-2034, 1.23%, 04/22/34 AIGIM 00141YAA3 - - 1,000,000 $1,001,426 $1,001,426 0.24
Wind River 2014-2 CLO (formerly THL Credit Wind River 2014-2 CLO) AR 1.26613% 15-JAN-2031, 1.26%, 01/15/31 WINDR 88390AAT7 - - 1,000,000 $1,000,637 $1,000,637 0.24
Voya CLO 2019-1 AR 1.18375% 15-APR-2031, 1.18%, 04/15/31 VOYA 92917NAJ7 - - 1,000,000 $1,000,175 $1,000,175 0.24
Nassau 2018-II CLO A 1.40375% 15-OCT-2031, 1.40%, 10/15/31 NCC 63152PAA6 - - 1,000,000 $1,000,168 $1,000,168 0.24
CIFC Funding 2013-II A3LR 2.07225% 18-OCT-2030, 2.07%, 10/18/30 CIFC 12549BAU2 - - 1,000,000 $1,000,149 $1,000,149 0.24
Allegro CLO IX A 1.28725% 16-OCT-2031, 1.29%, 10/16/31 ALLEG 01750NAA7 - - 1,000,000 $1,000,121 $1,000,121 0.24
Allegro CLO V AR 1.07225% 16-OCT-2030, 1.19%, 10/16/30 ALLEG 01748RAL9 - - 1,000,000 $1,000,033 $1,000,033 0.24
Riserva CLO ARR 1.18225% 18-JAN-2034, 1.18%, 01/18/34 RSRVA 76761RAY5 - - 1,000,000 $995,895 $995,895 0.24
CBAM 2019-11R A2 1.664% 20-JAN-2035, 0.00%, 01/20/35 CBAM 12510TAB0 - - 924,000 $925,433 $925,433 0.22
Zais CLO 8 A 1.07375% 15-APR-2029, 1.07%, 04/15/29 ZAIS8 98885GAA6 - - 792,412 $791,942 $791,942 0.19
LCM XIX AR 1.36375% 15-JUL-2027, 1.48%, 07/15/27 LCM 50188QAJ0 - - 762,787 $764,271 $764,271 0.18
Wind River 2016-1 CLO (formerly THL Credit Wind River 2016-1 CLO) AR 1.17375% 15-JUL-2028, 1.29%, 07/15/28 WINDR 88433AAJ8 - - 319,702 $319,852 $319,852 0.08
US DOLLARS, 0.00%, 04/16/20 USD - - - -2,975,592 $-2,975,592 $-2,975,592 -0.72
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.